diff --git a/Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs b/Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
index 68c7554e0b68..82ae00e5e44d 100644
--- a/Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/AddFutureOptionContractFromFutureChainRegressionAlgorithm.cs
@@ -114,7 +114,7 @@ public override void OnData(Slice slice)
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "88398927.578%"},
-            {"Drawdown", "5.200%"},
+            {"Drawdown", "5.100%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "111911.55"},
diff --git a/Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs b/Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs
index 673e7081c3f5..a475d122d483 100644
--- a/Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/AddRemoveSecurityCacheRegressionAlgorithm.cs
@@ -104,7 +104,7 @@ public override void OnData(Slice slice)
             {"Average Win", "0%"},
             {"Average Loss", "0.00%"},
             {"Compounding Annual Return", "271.720%"},
-            {"Drawdown", "2.500%"},
+            {"Drawdown", "2.200%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},
             {"End Equity", "101753.84"},
diff --git a/Algorithm.CSharp/AddRiskManagementAlgorithm.cs b/Algorithm.CSharp/AddRiskManagementAlgorithm.cs
index d7aec7762d1d..66ad558ac917 100644
--- a/Algorithm.CSharp/AddRiskManagementAlgorithm.cs
+++ b/Algorithm.CSharp/AddRiskManagementAlgorithm.cs
@@ -105,7 +105,7 @@ public override void Initialize()
             {"Estimated Strategy Capacity", "$38000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "59.74%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "5d7657ec9954875eca633bed711085d3"}
         };
     }
diff --git a/Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs b/Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
index f6633f164a02..2bea138642fb 100644
--- a/Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/AutomaticIndicatorWarmupDataTypeRegressionAlgorithm.cs
@@ -167,7 +167,7 @@ protected override decimal ComputeNextValue(QuoteBar input)
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "733913.744%"},
-            {"Drawdown", "15.900%"},
+            {"Drawdown", "16.100%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "106827.7"},
@@ -189,7 +189,7 @@ protected override decimal ComputeNextValue(QuoteBar input)
             {"Estimated Strategy Capacity", "$200000000.00"},
             {"Lowest Capacity Asset", "ES VMKLFZIH2MTD"},
             {"Portfolio Turnover", "351.80%"},
-            {"Drawdown Recovery", "1"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "dfd9a280d3c6470b305c03e0b72c234e"}
         };
     }
diff --git a/Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs b/Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs
index 47ff2f23905b..bac301eeb6cf 100644
--- a/Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/AutomaticIndicatorWarmupRegressionAlgorithm.cs
@@ -151,7 +151,7 @@ protected override decimal ComputeNextValue(IReadOnlyWindow<IndicatorDataPoint>
             {"Estimated Strategy Capacity", "$56000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "19.93%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "3da9fa60bf95b9ed148b95e02e0cfc9e"}
         };
     }
diff --git a/Algorithm.CSharp/BasicTemplateAlgorithm.cs b/Algorithm.CSharp/BasicTemplateAlgorithm.cs
index 6829d12819ec..460137d0f222 100644
--- a/Algorithm.CSharp/BasicTemplateAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateAlgorithm.cs
@@ -118,7 +118,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$56000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "19.93%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "3da9fa60bf95b9ed148b95e02e0cfc9e"}
         };
     }
diff --git a/Algorithm.CSharp/BasicTemplateAxosAlgorithm.cs b/Algorithm.CSharp/BasicTemplateAxosAlgorithm.cs
index 1d46a1dfb256..d42c19f49626 100644
--- a/Algorithm.CSharp/BasicTemplateAxosAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateAxosAlgorithm.cs
@@ -112,7 +112,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$150000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "4.98%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "8774049eb5141a2b6956d9432426f837"}
         };
     }
diff --git a/Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs b/Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs
index 4791436519bf..c43d75c0f231 100644
--- a/Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateContinuousFutureAlgorithm.cs
@@ -138,7 +138,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Average Win", "2.48%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "11.325%"},
-            {"Drawdown", "1.500%"},
+            {"Drawdown", "1.700%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "105549.6"},
diff --git a/Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs b/Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
index e606c0e79ce0..0dcdfc036f1a 100644
--- a/Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateContinuousFutureWithExtendedMarketAlgorithm.cs
@@ -144,7 +144,7 @@ public override void OnSecuritiesChanged(SecurityChanges changes)
             {"Average Win", "2.86%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "12.959%"},
-            {"Drawdown", "1.100%"},
+            {"Drawdown", "1.400%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "106337.1"},
diff --git a/Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs
index 968f8b3d7bcb..0dcc7af0a4d0 100644
--- a/Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateFrameworkAlgorithm.cs
@@ -130,7 +130,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$27000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "59.86%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "f209ed42701b0419858e0100595b40c0"}
         };
     }
diff --git a/Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs
index 03f0a99f989d..aaa981de60da 100644
--- a/Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateFuturesFrameworkAlgorithm.cs
@@ -157,7 +157,7 @@ public override IEnumerable<IPortfolioTarget> CreateTargets(QCAlgorithm algorith
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "-81.734%"},
-            {"Drawdown", "4.100%"},
+            {"Drawdown", "4.000%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "97830.76"},
diff --git a/Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs b/Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
index e0e3ecb90843..ff640196afe8 100644
--- a/Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm.cs
@@ -52,7 +52,7 @@ public class BasicTemplateFuturesFrameworkWithExtendedMarketAlgorithm : BasicTem
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "-92.667%"},
-            {"Drawdown", "5.000%"},
+            {"Drawdown", "5.100%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "96685.76"},
diff --git a/Algorithm.CSharp/BasicTemplateIndexAlgorithm.cs b/Algorithm.CSharp/BasicTemplateIndexAlgorithm.cs
index debaeb04cf9c..75e936bee34a 100644
--- a/Algorithm.CSharp/BasicTemplateIndexAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateIndexAlgorithm.cs
@@ -170,7 +170,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$3000.00"},
             {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
             {"Portfolio Turnover", "23.97%"},
-            {"Drawdown Recovery", "9"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "4b560d2a8cfae510c3c8dc92603470fc"}
         };
     }
diff --git a/Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs b/Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs
index 5b17aa867192..118e74422151 100644
--- a/Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateOptionsFrameworkAlgorithm.cs
@@ -160,7 +160,7 @@ public override IEnumerable<IPortfolioTarget> CreateTargets(QCAlgorithm algorith
             {"Average Win", "0.13%"},
             {"Average Loss", "-0.30%"},
             {"Compounding Annual Return", "-46.395%"},
-            {"Drawdown", "1.600%"},
+            {"Drawdown", "1.500%"},
             {"Expectancy", "0.429"},
             {"Start Equity", "100000"},
             {"End Equity", "99149.50"},
diff --git a/Algorithm.CSharp/BasicTemplateTradableIndexAlgorithm.cs b/Algorithm.CSharp/BasicTemplateTradableIndexAlgorithm.cs
index fd2b14693819..f8df37d22ace 100644
--- a/Algorithm.CSharp/BasicTemplateTradableIndexAlgorithm.cs
+++ b/Algorithm.CSharp/BasicTemplateTradableIndexAlgorithm.cs
@@ -89,7 +89,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$3000.00"},
             {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
             {"Portfolio Turnover", "24.03%"},
-            {"Drawdown Recovery", "9"},
+            {"Drawdown Recovery", "0"},
             {"OrderListHash", "691cf4990024b856a0a70255c9fd2545"}
         };
     }
diff --git a/Algorithm.CSharp/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs b/Algorithm.CSharp/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
index a61ceccf738e..91847e987450 100644
--- a/Algorithm.CSharp/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/BlackLittermanPortfolioOptimizationFrameworkAlgorithm.cs
@@ -97,7 +97,7 @@ public IEnumerable<Symbol> CoarseSelector(IEnumerable<CoarseFundamental> coarse)
             {"Average Win", "0.00%"},
             {"Average Loss", "-0.14%"},
             {"Compounding Annual Return", "71.152%"},
-            {"Drawdown", "1.100%"},
+            {"Drawdown", "1.200%"},
             {"Expectancy", "-0.797"},
             {"Start Equity", "100000"},
             {"End Equity", "100738.86"},
diff --git a/Algorithm.CSharp/Collective2PortfolioSignalExportDemonstrationAlgorithm.cs b/Algorithm.CSharp/Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
index 7e4a1ab222be..cc519e57b8d3 100644
--- a/Algorithm.CSharp/Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
+++ b/Algorithm.CSharp/Collective2PortfolioSignalExportDemonstrationAlgorithm.cs
@@ -191,7 +191,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$260000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "2.00%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "006af1a065fca33ac1f1e9cd6bd02c11"}
         };
     }
diff --git a/Algorithm.CSharp/Collective2SignalExportDemonstrationAlgorithm.cs b/Algorithm.CSharp/Collective2SignalExportDemonstrationAlgorithm.cs
index 3db21ab2f84c..4a46427b52f5 100644
--- a/Algorithm.CSharp/Collective2SignalExportDemonstrationAlgorithm.cs
+++ b/Algorithm.CSharp/Collective2SignalExportDemonstrationAlgorithm.cs
@@ -214,7 +214,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$260000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "2.00%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "006af1a065fca33ac1f1e9cd6bd02c11"}
         };
     }
diff --git a/Algorithm.CSharp/CompleteOrderTagUpdateAlgorithm.cs b/Algorithm.CSharp/CompleteOrderTagUpdateAlgorithm.cs
index 4eb147b0e9b4..27ca17ceb01e 100644
--- a/Algorithm.CSharp/CompleteOrderTagUpdateAlgorithm.cs
+++ b/Algorithm.CSharp/CompleteOrderTagUpdateAlgorithm.cs
@@ -200,7 +200,7 @@ private static void UpdateOrderTag(OrderTicket ticket, string tag, string errorM
             {"Estimated Strategy Capacity", "$210000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "2.89%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "8fba4f724843997ef421cf26ccabe51b"}
         };
     }
diff --git a/Algorithm.CSharp/CompositeRiskManagementModelFrameworkAlgorithm.cs b/Algorithm.CSharp/CompositeRiskManagementModelFrameworkAlgorithm.cs
index d4bdb22eba18..c4279ed9e82b 100644
--- a/Algorithm.CSharp/CompositeRiskManagementModelFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/CompositeRiskManagementModelFrameworkAlgorithm.cs
@@ -106,7 +106,7 @@ public override void Initialize()
             {"Estimated Strategy Capacity", "$23000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "139.03%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "fa7c51aaf284cdc29cb4c0ac8ebd5356"}
         };
     }
diff --git a/Algorithm.CSharp/ConfidenceWeightedFrameworkAlgorithm.cs b/Algorithm.CSharp/ConfidenceWeightedFrameworkAlgorithm.cs
index d283378101e7..7e92bb7cf3cd 100644
--- a/Algorithm.CSharp/ConfidenceWeightedFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/ConfidenceWeightedFrameworkAlgorithm.cs
@@ -119,7 +119,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$45000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "5.15%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "ae4986890fe7ab09ddb93059888f34c0"}
         };
     }
diff --git a/Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs b/Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs
index 297c560ebada..0b34372843df 100644
--- a/Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ConsolidateRegressionAlgorithm.cs
@@ -210,7 +210,7 @@ public override void OnData(Slice slice)
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "665.524%"},
-            {"Drawdown", "1.500%"},
+            {"Drawdown", "1.700%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "109332.4"},
diff --git a/Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs
index 4801a5f69f24..fd9a14d65a79 100644
--- a/Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ContinuousBackMonthRawFutureRegressionAlgorithm.cs
@@ -160,7 +160,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "1.48%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "2.968%"},
-            {"Drawdown", "1.600%"},
+            {"Drawdown", "1.900%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "101483.2"},
diff --git a/Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs
index 0b2eeba0bc96..8f33b789c84f 100644
--- a/Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ContinuousFutureBackMonthRegressionAlgorithm.cs
@@ -176,7 +176,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "1.48%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "4.603%"},
-            {"Drawdown", "1.600%"},
+            {"Drawdown", "1.900%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "102291.4"},
diff --git a/Algorithm.CSharp/ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
index d4cfacd2674b..c24549c48c76 100644
--- a/Algorithm.CSharp/ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ContinuousFutureOpenPositionsLiquidationOnDelistingRegressionAlgorithm.cs
@@ -209,7 +209,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "7.02%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "34.386%"},
-            {"Drawdown", "1.500%"},
+            {"Drawdown", "1.600%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "107016.6"},
diff --git a/Algorithm.CSharp/ContinuousFutureRegressionAlgorithm.cs b/Algorithm.CSharp/ContinuousFutureRegressionAlgorithm.cs
index 6a9a7e210449..37d4d339904d 100644
--- a/Algorithm.CSharp/ContinuousFutureRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ContinuousFutureRegressionAlgorithm.cs
@@ -194,7 +194,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0.84%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "3.380%"},
-            {"Drawdown", "1.600%"},
+            {"Drawdown", "1.900%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "101687.3"},
diff --git a/Algorithm.CSharp/CustomMarginInterestRateModelAlgorithm.cs b/Algorithm.CSharp/CustomMarginInterestRateModelAlgorithm.cs
index b87ef846e972..4023c2b7583e 100644
--- a/Algorithm.CSharp/CustomMarginInterestRateModelAlgorithm.cs
+++ b/Algorithm.CSharp/CustomMarginInterestRateModelAlgorithm.cs
@@ -159,7 +159,7 @@ public void ApplyMarginInterestRate(MarginInterestRateParameters marginInterestR
             {"Estimated Strategy Capacity", "$150000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "3.19%"},
-            {"Drawdown Recovery", "8"},
+            {"Drawdown Recovery", "9"},
             {"OrderListHash", "c0205e9d3d1bfdee958fecccb36413ec"}
         };
     }
diff --git a/Algorithm.CSharp/CustomOptionAssignmentRegressionAlgorithm.cs b/Algorithm.CSharp/CustomOptionAssignmentRegressionAlgorithm.cs
index 2c2c8c2360b8..462e9659fa3d 100644
--- a/Algorithm.CSharp/CustomOptionAssignmentRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CustomOptionAssignmentRegressionAlgorithm.cs
@@ -63,7 +63,7 @@ public override OptionAssignmentResult GetAssignment(OptionAssignmentParameters
             {"Average Win", "9.48%"},
             {"Average Loss", "-16.73%"},
             {"Compounding Annual Return", "-25.790%"},
-            {"Drawdown", "0.600%"},
+            {"Drawdown", "0.500%"},
             {"Expectancy", "-0.478"},
             {"Start Equity", "100000"},
             {"End Equity", "99538"},
diff --git a/Algorithm.CSharp/CustomPartialFillModelAlgorithm.cs b/Algorithm.CSharp/CustomPartialFillModelAlgorithm.cs
index ca6314f44044..ea2e3c6bc790 100644
--- a/Algorithm.CSharp/CustomPartialFillModelAlgorithm.cs
+++ b/Algorithm.CSharp/CustomPartialFillModelAlgorithm.cs
@@ -162,7 +162,7 @@ public override OrderEvent MarketFill(Security asset, MarketOrder order)
             {"Estimated Strategy Capacity", "$89000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "10.59%"},
-            {"Drawdown Recovery", "1"},
+            {"Drawdown Recovery", "3"},
             {"OrderListHash", "aa14b4a6f4eb5907cb188ed462c14389"}
         };
     }
diff --git a/Algorithm.CSharp/CustomPortfolioOptimizerRegressionAlgorithm.cs b/Algorithm.CSharp/CustomPortfolioOptimizerRegressionAlgorithm.cs
index 27adcaa4288e..b9b70336a9e9 100644
--- a/Algorithm.CSharp/CustomPortfolioOptimizerRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/CustomPortfolioOptimizerRegressionAlgorithm.cs
@@ -50,7 +50,7 @@ public double[] Optimize(double[,] historicalReturns, double[] expectedReturns =
             {"Average Win", "0%"},
             {"Average Loss", "-0.14%"},
             {"Compounding Annual Return", "773.203%"},
-            {"Drawdown", "3.300%"},
+            {"Drawdown", "3.400%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},
             {"End Equity", "103012.99"},
diff --git a/Algorithm.CSharp/DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm.cs b/Algorithm.CSharp/DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm.cs
index 1c1e7e0e8798..13dee2075be3 100644
--- a/Algorithm.CSharp/DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/DailyConsolidationExtendedMarketHoursWarningRegressionAlgorithm.cs
@@ -128,4 +128,4 @@ public override void OnEndOfAlgorithm()
             {"OrderListHash", "d41d8cd98f00b204e9800998ecf8427e"}
         };
     }
-}
\ No newline at end of file
+}
diff --git a/Algorithm.CSharp/DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs b/Algorithm.CSharp/DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs
index 873f7a015838..26f45ab1f89c 100644
--- a/Algorithm.CSharp/DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/DelistedFutureLiquidateFromChainAndContinuousRegressionAlgorithm.cs
@@ -167,7 +167,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Average Win", "7.02%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "34.386%"},
-            {"Drawdown", "1.500%"},
+            {"Drawdown", "1.600%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "107016.6"},
diff --git a/Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs b/Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs
index f1294c24de1f..2f8fdffed7f5 100644
--- a/Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/DelistedFutureLiquidateRegressionAlgorithm.cs
@@ -128,7 +128,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Average Win", "7.02%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "34.386%"},
-            {"Drawdown", "1.500%"},
+            {"Drawdown", "1.600%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "107016.6"},
diff --git a/Algorithm.CSharp/DelistedIndexOptionDivestedRegression.cs b/Algorithm.CSharp/DelistedIndexOptionDivestedRegression.cs
index 2e9c1ccf8c4a..5902e1eb2883 100644
--- a/Algorithm.CSharp/DelistedIndexOptionDivestedRegression.cs
+++ b/Algorithm.CSharp/DelistedIndexOptionDivestedRegression.cs
@@ -141,7 +141,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0%"},
             {"Average Loss", "-26.02%"},
             {"Compounding Annual Return", "-99.801%"},
-            {"Drawdown", "46.200%"},
+            {"Drawdown", "45.700%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},
             {"End Equity", "73985"},
diff --git a/Algorithm.CSharp/EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs b/Algorithm.CSharp/EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
index 5d48aea0079e..232fc41634ea 100644
--- a/Algorithm.CSharp/EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/EqualWeightingPortfolioConstructionModelFutureRegressionAlgorithm.cs
@@ -151,7 +151,7 @@ public override void OnOrderEvent(OrderEvent orderEvent)
             {"Average Win", "0.69%"},
             {"Average Loss", "-2.47%"},
             {"Compounding Annual Return", "-99.946%"},
-            {"Drawdown", "28.600%"},
+            {"Drawdown", "29.300%"},
             {"Expectancy", "-0.680"},
             {"Start Equity", "100000"},
             {"End Equity", "90213.76"},
diff --git a/Algorithm.CSharp/EquityMarginCallAlgorithm.cs b/Algorithm.CSharp/EquityMarginCallAlgorithm.cs
index 68fb3e00a8a7..e31ad4ecfff9 100644
--- a/Algorithm.CSharp/EquityMarginCallAlgorithm.cs
+++ b/Algorithm.CSharp/EquityMarginCallAlgorithm.cs
@@ -127,7 +127,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0%"},
             {"Average Loss", "-6.17%"},
             {"Compounding Annual Return", "-100.000%"},
-            {"Drawdown", "72.300%"},
+            {"Drawdown", "71.600%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},
             {"End Equity", "50554.98"},
diff --git a/Algorithm.CSharp/EquitySplitHoldingsMinuteRegressionAlgorithm.cs b/Algorithm.CSharp/EquitySplitHoldingsMinuteRegressionAlgorithm.cs
index 240ba4ee46c0..09fc907dbf75 100644
--- a/Algorithm.CSharp/EquitySplitHoldingsMinuteRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/EquitySplitHoldingsMinuteRegressionAlgorithm.cs
@@ -178,7 +178,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$41000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "14.24%"},
-            {"Drawdown Recovery", "4"},
+            {"Drawdown Recovery", "3"},
             {"OrderListHash", "5d7b0658b66b331ba8159011aa2ec5b4"}
         };
     }
diff --git a/Algorithm.CSharp/EquityTradeAndQuotesRegressionAlgorithm.cs b/Algorithm.CSharp/EquityTradeAndQuotesRegressionAlgorithm.cs
index a37d97ee37d1..fe6329a6e19c 100644
--- a/Algorithm.CSharp/EquityTradeAndQuotesRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/EquityTradeAndQuotesRegressionAlgorithm.cs
@@ -183,7 +183,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0.12%"},
             {"Average Loss", "-0.10%"},
             {"Compounding Annual Return", "-88.292%"},
-            {"Drawdown", "3.300%"},
+            {"Drawdown", "3.200%"},
             {"Expectancy", "-0.225"},
             {"Start Equity", "100000"},
             {"End Equity", "97294.97"},
diff --git a/Algorithm.CSharp/ExecutionModelOrderEventsRegressionAlgorithm.cs b/Algorithm.CSharp/ExecutionModelOrderEventsRegressionAlgorithm.cs
index 4b3d550c0a6a..33c5d80e9c9a 100644
--- a/Algorithm.CSharp/ExecutionModelOrderEventsRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ExecutionModelOrderEventsRegressionAlgorithm.cs
@@ -191,7 +191,7 @@ public override void OnOrderEvent(QCAlgorithm algorithm, OrderEvent orderEvent)
             {"Estimated Strategy Capacity", "$27000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "59.86%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "f209ed42701b0419858e0100595b40c0"}
         };
     }
diff --git a/Algorithm.CSharp/FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs b/Algorithm.CSharp/FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
index 801e3a66684b..7b491fa489aa 100644
--- a/Algorithm.CSharp/FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FillForwardEnumeratorOutOfOrderBarRegressionAlgorithm.cs
@@ -119,7 +119,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$150000.00"},
             {"Lowest Capacity Asset", "SHY 2T"},
             {"Portfolio Turnover", "24.91%"},
-            {"Drawdown Recovery", "0"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "9d00701591b363edda102536ec5e75e0"}
         };
     }
diff --git a/Algorithm.CSharp/ForwardDataOnlyFillModelAlgorithm.cs b/Algorithm.CSharp/ForwardDataOnlyFillModelAlgorithm.cs
index 62a4ea4c2667..863037cd81a3 100644
--- a/Algorithm.CSharp/ForwardDataOnlyFillModelAlgorithm.cs
+++ b/Algorithm.CSharp/ForwardDataOnlyFillModelAlgorithm.cs
@@ -137,7 +137,7 @@ public override Fill Fill(FillModelParameters parameters)
             {"Estimated Strategy Capacity", "$62000000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.00%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "6"},
             {"OrderListHash", "86f6dc102fded318c6264e36a56567b7"}
         };
     }
diff --git a/Algorithm.CSharp/FutureOptionCallITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionCallITMExpiryRegressionAlgorithm.cs
index f569f7d2140e..862212b74f27 100644
--- a/Algorithm.CSharp/FutureOptionCallITMExpiryRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FutureOptionCallITMExpiryRegressionAlgorithm.cs
@@ -221,7 +221,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "2.28%"},
             {"Average Loss", "-6.80%"},
             {"Compounding Annual Return", "-9.373%"},
-            {"Drawdown", "5.300%"},
+            {"Drawdown", "5.500%"},
             {"Expectancy", "-0.332"},
             {"Start Equity", "100000"},
             {"End Equity", "95323.58"},
diff --git a/Algorithm.CSharp/FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
index 0e680bf9f80d..a9e2754c9623 100644
--- a/Algorithm.CSharp/FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FutureOptionCallITMGreeksExpiryRegressionAlgorithm.cs
@@ -186,7 +186,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "16.44%"},
             {"Average Loss", "-35.38%"},
             {"Compounding Annual Return", "-44.262%"},
-            {"Drawdown", "26.200%"},
+            {"Drawdown", "26.800%"},
             {"Expectancy", "-0.268"},
             {"Start Equity", "100000"},
             {"End Equity", "75242.9"},
diff --git a/Algorithm.CSharp/FutureOptionCallOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionCallOTMExpiryRegressionAlgorithm.cs
index 2225385ab1c4..a4706b8fb0c2 100644
--- a/Algorithm.CSharp/FutureOptionCallOTMExpiryRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FutureOptionCallOTMExpiryRegressionAlgorithm.cs
@@ -197,7 +197,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0%"},
             {"Average Loss", "-3.85%"},
             {"Compounding Annual Return", "-7.754%"},
-            {"Drawdown", "4.300%"},
+            {"Drawdown", "4.400%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},
             {"End Equity", "96148.58"},
diff --git a/Algorithm.CSharp/FutureOptionShortCallITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
index daf89dbb3b41..8cd5558afec3 100644
--- a/Algorithm.CSharp/FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FutureOptionShortCallITMExpiryRegressionAlgorithm.cs
@@ -206,7 +206,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "10.24%"},
             {"Average Loss", "-6.46%"},
             {"Compounding Annual Return", "6.498%"},
-            {"Drawdown", "0.900%"},
+            {"Drawdown", "3.000%"},
             {"Expectancy", "0.292"},
             {"Start Equity", "100000"},
             {"End Equity", "103111.08"},
diff --git a/Algorithm.CSharp/FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
index d1e49db4e09d..92f5cefb40e7 100644
--- a/Algorithm.CSharp/FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FutureOptionShortCallOTMExpiryRegressionAlgorithm.cs
@@ -189,7 +189,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "1.74%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "3.600%"},
-            {"Drawdown", "0.300%"},
+            {"Drawdown", "0.500%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "101736.08"},
diff --git a/Algorithm.CSharp/FutureOptionShortPutITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
index 99a75a59b56e..c0ca17862f0c 100644
--- a/Algorithm.CSharp/FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FutureOptionShortPutITMExpiryRegressionAlgorithm.cs
@@ -203,7 +203,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "10.89%"},
             {"Average Loss", "-7.10%"},
             {"Compounding Annual Return", "6.286%"},
-            {"Drawdown", "0.000%"},
+            {"Drawdown", "0.200%"},
             {"Expectancy", "0.267"},
             {"Start Equity", "100000"},
             {"End Equity", "103011.08"},
diff --git a/Algorithm.CSharp/FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
index 7fb1e141f109..11f152479779 100644
--- a/Algorithm.CSharp/FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FutureOptionShortPutOTMExpiryRegressionAlgorithm.cs
@@ -188,7 +188,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "3.42%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "7.162%"},
-            {"Drawdown", "0.000%"},
+            {"Drawdown", "0.400%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "103423.58"},
diff --git a/Algorithm.CSharp/FuturesDailySettlementLongRegressionAlgorithm.cs b/Algorithm.CSharp/FuturesDailySettlementLongRegressionAlgorithm.cs
index 8a3fa98d714b..f0cd67e06d82 100644
--- a/Algorithm.CSharp/FuturesDailySettlementLongRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FuturesDailySettlementLongRegressionAlgorithm.cs
@@ -196,7 +196,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0.89%"},
             {"Average Loss", "-0.87%"},
             {"Compounding Annual Return", "142.879%"},
-            {"Drawdown", "3.800%"},
+            {"Drawdown", "3.700%"},
             {"Expectancy", "0.349"},
             {"Start Equity", "100000"},
             {"End Equity", "100905.65"},
diff --git a/Algorithm.CSharp/FuturesDailySettlementShortRegressionAlgorithm.cs b/Algorithm.CSharp/FuturesDailySettlementShortRegressionAlgorithm.cs
index 2c9d7533b6e8..dc96704e24fc 100644
--- a/Algorithm.CSharp/FuturesDailySettlementShortRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/FuturesDailySettlementShortRegressionAlgorithm.cs
@@ -50,7 +50,7 @@ public class FuturesDailySettlementShortRegressionAlgorithm : FuturesDailySettle
             {"Average Win", "0.83%"},
             {"Average Loss", "-0.94%"},
             {"Compounding Annual Return", "-64.858%"},
-            {"Drawdown", "47.200%"},
+            {"Drawdown", "47.100%"},
             {"Expectancy", "-0.373"},
             {"Start Equity", "100000"},
             {"End Equity", "98943.15"},
diff --git a/Algorithm.CSharp/IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
index 470c0d737abe..91b9b22f4e4a 100644
--- a/Algorithm.CSharp/IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/IndexOptionCallITMExpiryDailyRegressionAlgorithm.cs
@@ -76,7 +76,7 @@ public override void Initialize()
             {"Estimated Strategy Capacity", "$0"},
             {"Lowest Capacity Asset", "SPX XL80P3GHIA9A|SPX 31"},
             {"Portfolio Turnover", "1.90%"},
-            {"Drawdown Recovery", "9"},
+            {"Drawdown Recovery", "10"},
             {"OrderListHash", "b02af3819f796241269614e0ebf49964"}
         };
     }
diff --git a/Algorithm.CSharp/IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
index 680cc1108da2..9f9afc17d54f 100644
--- a/Algorithm.CSharp/IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/IndexOptionCallITMGreeksExpiryRegressionAlgorithm.cs
@@ -172,7 +172,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "4.97%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "99.378%"},
-            {"Drawdown", "7.600%"},
+            {"Drawdown", "7.700%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "104974"},
diff --git a/Algorithm.CSharp/IndexOptionPutITMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionPutITMExpiryRegressionAlgorithm.cs
index c3ac8a75e13c..8c2da0a29ac1 100644
--- a/Algorithm.CSharp/IndexOptionPutITMExpiryRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/IndexOptionPutITMExpiryRegressionAlgorithm.cs
@@ -206,7 +206,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0%"},
             {"Average Loss", "-9.85%"},
             {"Compounding Annual Return", "-77.114%"},
-            {"Drawdown", "12.500%"},
+            {"Drawdown", "12.600%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "90146"},
diff --git a/Algorithm.CSharp/IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs b/Algorithm.CSharp/IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
index b439ff57964b..7ef0bbf30de0 100644
--- a/Algorithm.CSharp/IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/IndexOptionShortCallOTMExpiryRegressionAlgorithm.cs
@@ -184,7 +184,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0.01%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "0.142%"},
-            {"Drawdown", "0%"},
+            {"Drawdown", "0.000%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "100010"},
diff --git a/Algorithm.CSharp/InsightScoringRegressionAlgorithm.cs b/Algorithm.CSharp/InsightScoringRegressionAlgorithm.cs
index af3fff18e5e1..2b0d2b792a72 100644
--- a/Algorithm.CSharp/InsightScoringRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/InsightScoringRegressionAlgorithm.cs
@@ -173,7 +173,7 @@ public void Score(InsightManager insightManager, DateTime utcTime)
             {"Estimated Strategy Capacity", "$27000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "59.86%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "f209ed42701b0419858e0100595b40c0"}
         };
     }
diff --git a/Algorithm.CSharp/InsightWeightingFrameworkAlgorithm.cs b/Algorithm.CSharp/InsightWeightingFrameworkAlgorithm.cs
index 1dfbe9379159..615908a8d400 100644
--- a/Algorithm.CSharp/InsightWeightingFrameworkAlgorithm.cs
+++ b/Algorithm.CSharp/InsightWeightingFrameworkAlgorithm.cs
@@ -119,7 +119,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$45000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "5.15%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "ae4986890fe7ab09ddb93059888f34c0"}
         };
     }
diff --git a/Algorithm.CSharp/InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs b/Algorithm.CSharp/InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
index 86aff0d031be..acbfc5744a60 100644
--- a/Algorithm.CSharp/InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/InsufficientBuyingPowerForAutomaticExerciseRegressionAlgorithm.cs
@@ -192,7 +192,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "8.96%"},
             {"Average Loss", "-1.95%"},
             {"Compounding Annual Return", "-67.963%"},
-            {"Drawdown", "2.900%"},
+            {"Drawdown", "2.800%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},
             {"End Equity", "98248.35"},
diff --git a/Algorithm.CSharp/LeveragePrecedenceRegressionAlgorithm.cs b/Algorithm.CSharp/LeveragePrecedenceRegressionAlgorithm.cs
index 3d0c40e319b8..9ba717513618 100644
--- a/Algorithm.CSharp/LeveragePrecedenceRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/LeveragePrecedenceRegressionAlgorithm.cs
@@ -123,7 +123,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$5600000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "379.43%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "b339a5e17142fe5496d80ee26079d8d0"}
         };
 
diff --git a/Algorithm.CSharp/ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs b/Algorithm.CSharp/ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs
index 278346447aff..f14a86a0f9d2 100644
--- a/Algorithm.CSharp/ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ManualContinuousFuturesPositionRolloverRegressionAlgorithm.cs
@@ -125,7 +125,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "7.01%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "15.617%"},
-            {"Drawdown", "1.600%"},
+            {"Drawdown", "1.900%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "107578.9"},
diff --git a/Algorithm.CSharp/MappedBenchmarkRegressionAlgorithm.cs b/Algorithm.CSharp/MappedBenchmarkRegressionAlgorithm.cs
index 2058b527cbc8..11d6025fa56c 100644
--- a/Algorithm.CSharp/MappedBenchmarkRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/MappedBenchmarkRegressionAlgorithm.cs
@@ -104,7 +104,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$180000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "2.30%"},
-            {"Drawdown Recovery", "4"},
+            {"Drawdown Recovery", "5"},
             {"OrderListHash", "a27fe8cbd54877fe74d0536e685196fa"}
         };
     }
diff --git a/Algorithm.CSharp/MarginCallClosedMarketRegressionAlgorithm.cs b/Algorithm.CSharp/MarginCallClosedMarketRegressionAlgorithm.cs
index 0ea745265122..25028f8e0972 100644
--- a/Algorithm.CSharp/MarginCallClosedMarketRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/MarginCallClosedMarketRegressionAlgorithm.cs
@@ -134,7 +134,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0.39%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "1750.998%"},
-            {"Drawdown", "5.500%"},
+            {"Drawdown", "5.400%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "103801.65"},
diff --git a/Algorithm.CSharp/MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs b/Algorithm.CSharp/MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
index 5a71a76661a7..c90be4d1dd85 100644
--- a/Algorithm.CSharp/MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/MaximumDrawdownPercentPerSecurityFrameworkRegressionAlgorithm.cs
@@ -68,7 +68,7 @@ public override void Initialize()
             {"Estimated Strategy Capacity", "$74000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "6.66%"},
-            {"Drawdown Recovery", "0"},
+            {"Drawdown Recovery", "1"},
             {"OrderListHash", "ab2645a4eeb3bbd6b2862df5260d86b4"}
         };
     }
diff --git a/Algorithm.CSharp/MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs b/Algorithm.CSharp/MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
index 681d124f1d7f..c51cd933b3ad 100644
--- a/Algorithm.CSharp/MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/MaximumUnrealizedProfitPercentPerSecurityFrameworkRegressionAlgorithm.cs
@@ -68,7 +68,7 @@ public override void Initialize()
             {"Estimated Strategy Capacity", "$46000000.00"},
             {"Lowest Capacity Asset", "AAPL R735QTJ8XC9X"},
             {"Portfolio Turnover", "6.62%"},
-            {"Drawdown Recovery", "0"},
+            {"Drawdown Recovery", "1"},
             {"OrderListHash", "e954f20bd08ee776fa710a325715354e"}
         };
     }
diff --git a/Algorithm.CSharp/MinimumOrderMarginRegressionAlgorithm.cs b/Algorithm.CSharp/MinimumOrderMarginRegressionAlgorithm.cs
index 87d281eeccaa..3f96566dab8c 100644
--- a/Algorithm.CSharp/MinimumOrderMarginRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/MinimumOrderMarginRegressionAlgorithm.cs
@@ -64,7 +64,7 @@ public override void Initialize()
             {"Estimated Strategy Capacity", "$150000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "4.98%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "8774049eb5141a2b6956d9432426f837"}
         };
     }
diff --git a/Algorithm.CSharp/NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs b/Algorithm.CSharp/NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs
index 014d53e53587..8a3c609c2adc 100644
--- a/Algorithm.CSharp/NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/NoMarginCallOutsideRegularHoursRegressionAlgorithm.cs
@@ -107,7 +107,7 @@ public override void OnMarginCall(List<SubmitOrderRequest> requests)
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "-93.216%"},
-            {"Drawdown", "7.100%"},
+            {"Drawdown", "7.200%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "96499.74"},
diff --git a/Algorithm.CSharp/NoMinimumOrderMarginRegressionAlgorithm.cs b/Algorithm.CSharp/NoMinimumOrderMarginRegressionAlgorithm.cs
index ca64300ba9b4..a4b88df0f486 100644
--- a/Algorithm.CSharp/NoMinimumOrderMarginRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/NoMinimumOrderMarginRegressionAlgorithm.cs
@@ -102,7 +102,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$63000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "5.15%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "72d5203e9911bad556de371750fe0278"}
         };
     }
diff --git a/Algorithm.CSharp/NullOptionAssignmentRegressionAlgorithm.cs b/Algorithm.CSharp/NullOptionAssignmentRegressionAlgorithm.cs
index aa24e13b3123..9a968359cfa5 100644
--- a/Algorithm.CSharp/NullOptionAssignmentRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/NullOptionAssignmentRegressionAlgorithm.cs
@@ -49,7 +49,7 @@ public override void Initialize()
             {"Average Win", "9.48%"},
             {"Average Loss", "-16.73%"},
             {"Compounding Annual Return", "-25.790%"},
-            {"Drawdown", "0.600%"},
+            {"Drawdown", "0.500%"},
             {"Expectancy", "-0.478"},
             {"Start Equity", "100000"},
             {"End Equity", "99538"},
diff --git a/Algorithm.CSharp/ObjectStoreExampleAlgorithm.cs b/Algorithm.CSharp/ObjectStoreExampleAlgorithm.cs
index ce3d2c31cb9a..a3970d0ea128 100644
--- a/Algorithm.CSharp/ObjectStoreExampleAlgorithm.cs
+++ b/Algorithm.CSharp/ObjectStoreExampleAlgorithm.cs
@@ -185,7 +185,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$56000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "19.93%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "3da9fa60bf95b9ed148b95e02e0cfc9e"}
         };
     }
diff --git a/Algorithm.CSharp/OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs b/Algorithm.CSharp/OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
index 4a0c6a701dfb..99db1b020912 100644
--- a/Algorithm.CSharp/OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/OptionOTMExpiryOrderHasZeroPriceRegressionAlgorithm.cs
@@ -181,7 +181,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0%"},
             {"Average Loss", "-3.85%"},
             {"Compounding Annual Return", "-7.754%"},
-            {"Drawdown", "4.300%"},
+            {"Drawdown", "4.400%"},
             {"Expectancy", "-1"},
             {"Start Equity", "100000"},
             {"End Equity", "96148.58"},
diff --git a/Algorithm.CSharp/OrderSubmissionDataRegressionAlgorithm.cs b/Algorithm.CSharp/OrderSubmissionDataRegressionAlgorithm.cs
index 5fb54088b678..8442abac4bac 100644
--- a/Algorithm.CSharp/OrderSubmissionDataRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/OrderSubmissionDataRegressionAlgorithm.cs
@@ -102,7 +102,7 @@ private void PlaceTrade(string ticker)
             {"Average Win", "0.83%"},
             {"Average Loss", "-0.90%"},
             {"Compounding Annual Return", "273.871%"},
-            {"Drawdown", "3.200%"},
+            {"Drawdown", "3.300%"},
             {"Expectancy", "0.203"},
             {"Start Equity", "100000.00"},
             {"End Equity", "101715.67"},
diff --git a/Algorithm.CSharp/PortfolioTargetTagsRegressionAlgorithm.cs b/Algorithm.CSharp/PortfolioTargetTagsRegressionAlgorithm.cs
index 025f2876e038..f004884575db 100644
--- a/Algorithm.CSharp/PortfolioTargetTagsRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/PortfolioTargetTagsRegressionAlgorithm.cs
@@ -176,7 +176,7 @@ public override void Execute(QCAlgorithm algorithm, IPortfolioTarget[] targets)
             {"Estimated Strategy Capacity", "$27000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "59.86%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "059f940ee51f03f94eb0f13ae4b93134"}
         };
     }
diff --git a/Algorithm.CSharp/ScaledFillForwardDataRegressionAlgorithm.cs b/Algorithm.CSharp/ScaledFillForwardDataRegressionAlgorithm.cs
index 555ab326fc74..d37c9682f13b 100644
--- a/Algorithm.CSharp/ScaledFillForwardDataRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ScaledFillForwardDataRegressionAlgorithm.cs
@@ -117,7 +117,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "45.475%"},
-            {"Drawdown", "0.800%"},
+            {"Drawdown", "0.900%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "100497.59"},
diff --git a/Algorithm.CSharp/ScheduledEventsOrderRegressionAlgorithm.cs b/Algorithm.CSharp/ScheduledEventsOrderRegressionAlgorithm.cs
index 431232cc467a..fa4bbfedd31b 100644
--- a/Algorithm.CSharp/ScheduledEventsOrderRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ScheduledEventsOrderRegressionAlgorithm.cs
@@ -197,7 +197,7 @@ public override void OnData(Slice slice)
             {"Estimated Strategy Capacity", "$56000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "19.93%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "3da9fa60bf95b9ed148b95e02e0cfc9e"}
         };
     }
diff --git a/Algorithm.CSharp/SecurityCustomPropertiesAlgorithm.cs b/Algorithm.CSharp/SecurityCustomPropertiesAlgorithm.cs
index d6a441586071..f5a4f7607eb7 100644
--- a/Algorithm.CSharp/SecurityCustomPropertiesAlgorithm.cs
+++ b/Algorithm.CSharp/SecurityCustomPropertiesAlgorithm.cs
@@ -169,7 +169,7 @@ public override OrderFee GetOrderFee(OrderFeeParameters parameters)
             {"Average Win", "0.43%"},
             {"Average Loss", "-0.08%"},
             {"Compounding Annual Return", "84.608%"},
-            {"Drawdown", "0.800%"},
+            {"Drawdown", "0.700%"},
             {"Expectancy", "0.628"},
             {"Start Equity", "100000"},
             {"End Equity", "100786.91"},
diff --git a/Algorithm.CSharp/SecurityToSymbolRegressionAlgorithm.cs b/Algorithm.CSharp/SecurityToSymbolRegressionAlgorithm.cs
index e693e8216605..52651ff55f3c 100644
--- a/Algorithm.CSharp/SecurityToSymbolRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/SecurityToSymbolRegressionAlgorithm.cs
@@ -98,7 +98,7 @@ public override void Initialize()
             {"Estimated Strategy Capacity", "$56000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "19.93%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "3da9fa60bf95b9ed148b95e02e0cfc9e"}
         };
     }
diff --git a/Algorithm.CSharp/SetCustomSettlementModelRegressionAlgorithm.cs b/Algorithm.CSharp/SetCustomSettlementModelRegressionAlgorithm.cs
index 445143394cbe..f30383ca7de0 100644
--- a/Algorithm.CSharp/SetCustomSettlementModelRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/SetCustomSettlementModelRegressionAlgorithm.cs
@@ -95,7 +95,7 @@ public override void OnEndOfAlgorithm()
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "119.460%"},
-            {"Drawdown", "0%"},
+            {"Drawdown", "1.000%"},
             {"Expectancy", "0"},
             {"Start Equity", "10000"},
             {"End Equity", "10101"},
diff --git a/Algorithm.CSharp/SetHoldingsMultipleTargetsRegressionAlgorithm.cs b/Algorithm.CSharp/SetHoldingsMultipleTargetsRegressionAlgorithm.cs
index 347d8df1d8f8..d73eb8535158 100644
--- a/Algorithm.CSharp/SetHoldingsMultipleTargetsRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/SetHoldingsMultipleTargetsRegressionAlgorithm.cs
@@ -97,7 +97,7 @@ public override void OnData(Slice data)
             {"Average Win", "0.00%"},
             {"Average Loss", "-0.01%"},
             {"Compounding Annual Return", "353.938%"},
-            {"Drawdown", "2.300%"},
+            {"Drawdown", "2.100%"},
             {"Expectancy", "-0.749"},
             {"Start Equity", "100000"},
             {"End Equity", "101952.99"},
diff --git a/Algorithm.CSharp/ShortableProviderOrdersRejectedRegressionAlgorithm.cs b/Algorithm.CSharp/ShortableProviderOrdersRejectedRegressionAlgorithm.cs
index 137414962c37..5b3889e2c4aa 100644
--- a/Algorithm.CSharp/ShortableProviderOrdersRejectedRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/ShortableProviderOrdersRejectedRegressionAlgorithm.cs
@@ -219,7 +219,7 @@ public RegressionTestShortableProvider() : base("testbrokerage")
             {"Estimated Strategy Capacity", "$99000000.00"},
             {"Lowest Capacity Asset", "AIG R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.23%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "4"},
             {"OrderListHash", "6d92f0811c31864dfaaccd9eb2edac52"}
         };
     }
diff --git a/Algorithm.CSharp/TimeInForceAlgorithm.cs b/Algorithm.CSharp/TimeInForceAlgorithm.cs
index 6f18f8ca9fb7..198fd27945a6 100644
--- a/Algorithm.CSharp/TimeInForceAlgorithm.cs
+++ b/Algorithm.CSharp/TimeInForceAlgorithm.cs
@@ -191,7 +191,7 @@ public override void OnEndOfAlgorithm()
             {"Estimated Strategy Capacity", "$44000000.00"},
             {"Lowest Capacity Asset", "SPY R735QTJ8XC9X"},
             {"Portfolio Turnover", "0.87%"},
-            {"Drawdown Recovery", "3"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "a0588650916ed396fb5793375118e7b3"}
         };
     }
diff --git a/Algorithm.CSharp/WarmupFutureRegressionAlgorithm.cs b/Algorithm.CSharp/WarmupFutureRegressionAlgorithm.cs
index 9f7dfd84badd..24387548f357 100644
--- a/Algorithm.CSharp/WarmupFutureRegressionAlgorithm.cs
+++ b/Algorithm.CSharp/WarmupFutureRegressionAlgorithm.cs
@@ -158,7 +158,7 @@ protected void AssertDataTime(DateTime start, DateTime end, List<DateTime> times
             {"Average Win", "0%"},
             {"Average Loss", "0%"},
             {"Compounding Annual Return", "112.304%"},
-            {"Drawdown", "1.400%"},
+            {"Drawdown", "1.500%"},
             {"Expectancy", "0"},
             {"Start Equity", "100000"},
             {"End Equity", "100620.7"},
@@ -180,7 +180,7 @@ protected void AssertDataTime(DateTime start, DateTime end, List<DateTime> times
             {"Estimated Strategy Capacity", "$120000000.00"},
             {"Lowest Capacity Asset", "ES VP274HSU1AF5"},
             {"Portfolio Turnover", "28.05%"},
-            {"Drawdown Recovery", "1"},
+            {"Drawdown Recovery", "2"},
             {"OrderListHash", "1b8fcad46bd578e36bbecdf922b2deb0"}
         };
     }
diff --git a/Common/Statistics/AlgorithmPerformance.cs b/Common/Statistics/AlgorithmPerformance.cs
index 5b94c81b710d..d9133b99f5cf 100644
--- a/Common/Statistics/AlgorithmPerformance.cs
+++ b/Common/Statistics/AlgorithmPerformance.cs
@@ -53,6 +53,7 @@ public class AlgorithmPerformance
         /// <param name="losingTransactions">Number of losing transactions</param>
         /// <param name="riskFreeInterestRateModel">The risk free interest rate model to use</param>
         /// <param name="tradingDaysPerYear">The number of trading days per year</param>
+        /// <param name="equityForDrawdown">Equity series used only for drawdown calculation</param>
         public AlgorithmPerformance(
             List<Trade> trades,
             SortedDictionary<DateTime, decimal> profitLoss,
@@ -64,12 +65,13 @@ public AlgorithmPerformance(
             int winningTransactions,
             int losingTransactions,
             IRiskFreeInterestRateModel riskFreeInterestRateModel,
-            int tradingDaysPerYear)
+            int tradingDaysPerYear,
+            SortedDictionary<DateTime, decimal> equityForDrawdown = null)
         {
 
             TradeStatistics = new TradeStatistics(trades);
-            PortfolioStatistics = new PortfolioStatistics(profitLoss, equity, portfolioTurnover, listPerformance, listBenchmark, startingCapital,
-                riskFreeInterestRateModel, tradingDaysPerYear, winningTransactions, losingTransactions);
+            PortfolioStatistics = new PortfolioStatistics(profitLoss, equity, portfolioTurnover, listPerformance, listBenchmark,
+                startingCapital, riskFreeInterestRateModel, tradingDaysPerYear, winningTransactions, losingTransactions, equityForDrawdown);
             ClosedTrades = trades;
         }
 
diff --git a/Common/Statistics/PortfolioStatistics.cs b/Common/Statistics/PortfolioStatistics.cs
index 5f8ab2a807dd..b0e47237ebc7 100644
--- a/Common/Statistics/PortfolioStatistics.cs
+++ b/Common/Statistics/PortfolioStatistics.cs
@@ -208,6 +208,7 @@ public class PortfolioStatistics
         /// If this and <paramref name="lossCount"/> are null, they will be calculated from <paramref name="profitLoss"/>
         /// </param>
         /// <param name="lossCount">The number of losses</param>
+        /// <param name="equityForDrawdown">Equity series used only for drawdown calculation</param>
         public PortfolioStatistics(
             SortedDictionary<DateTime, decimal> profitLoss,
             SortedDictionary<DateTime, decimal> equity,
@@ -218,7 +219,8 @@ public PortfolioStatistics(
             IRiskFreeInterestRateModel riskFreeInterestRateModel,
             int tradingDaysPerYear,
             int? winCount = null,
-            int? lossCount = null)
+            int? lossCount = null,
+            SortedDictionary<DateTime, decimal> equityForDrawdown = null)
         {
             StartEquity = startingCapital;
             EndEquity = equity.LastOrDefault().Value;
@@ -314,7 +316,7 @@ public PortfolioStatistics(
             ValueAtRisk99 = GetValueAtRisk(listPerformance, tradingDaysPerYear, 0.99d);
             ValueAtRisk95 = GetValueAtRisk(listPerformance, tradingDaysPerYear, 0.95d);
 
-            var drawdownMetrics = Statistics.CalculateDrawdownMetrics(equity, 3);
+            var drawdownMetrics = Statistics.CalculateDrawdownMetrics(equityForDrawdown ?? equity, 3);
             Drawdown = drawdownMetrics.Drawdown;
             DrawdownRecovery = drawdownMetrics.DrawdownRecovery;
         }
diff --git a/Common/Statistics/StatisticsBuilder.cs b/Common/Statistics/StatisticsBuilder.cs
index 7fd403b6e0ef..12042518e6fa 100644
--- a/Common/Statistics/StatisticsBuilder.cs
+++ b/Common/Statistics/StatisticsBuilder.cs
@@ -46,7 +46,8 @@ public static class StatisticsBuilder
         /// The transaction manager to get number of winning and losing transactions
         /// </param>
         /// <param name="riskFreeInterestRateModel">The risk free interest rate model to use</param>
-        /// <param name="tradingDaysPerYear">The number of trading days per year</param>       
+        /// <param name="tradingDaysPerYear">The number of trading days per year</param>
+        /// <param name="pointsEquityForDrawdown">Equity series used only for drawdown calculation</param>
         /// <returns>Returns a <see cref="StatisticsResults"/> object</returns>
         public static StatisticsResults Generate(
             List<Trade> trades,
@@ -62,15 +63,17 @@ public static StatisticsResults Generate(
             string accountCurrencySymbol,
             SecurityTransactionManager transactions,
             IRiskFreeInterestRateModel riskFreeInterestRateModel,
-            int tradingDaysPerYear)
+            int tradingDaysPerYear,
+            List<ISeriesPoint> pointsEquityForDrawdown = null)
         {
             var equity = ChartPointToDictionary(pointsEquity);
+            var equityForDrawdown = pointsEquityForDrawdown != null ? ChartPointToDictionary(pointsEquityForDrawdown) : null;
 
             var firstDate = equity.Keys.FirstOrDefault().Date;
             var lastDate = equity.Keys.LastOrDefault().Date;
 
-            var totalPerformance = GetAlgorithmPerformance(firstDate, lastDate, trades, profitLoss, equity, pointsPerformance, pointsBenchmark,
-                pointsPortfolioTurnover, startingCapital, transactions, riskFreeInterestRateModel, tradingDaysPerYear);
+            var totalPerformance = GetAlgorithmPerformance(firstDate, lastDate, trades, profitLoss, equity, pointsPerformance,
+                pointsBenchmark, pointsPortfolioTurnover, startingCapital, transactions, riskFreeInterestRateModel, tradingDaysPerYear, equityForDrawdown);
             var rollingPerformances = GetRollingPerformances(firstDate, lastDate, trades, profitLoss, equity, pointsPerformance, pointsBenchmark,
                 pointsPortfolioTurnover, startingCapital, transactions, riskFreeInterestRateModel, tradingDaysPerYear);
             var summary = GetSummary(totalPerformance, estimatedStrategyCapacity, totalFees, totalOrders, accountCurrencySymbol);
@@ -95,6 +98,7 @@ public static StatisticsResults Generate(
         /// </param>
         /// <param name="riskFreeInterestRateModel">The risk free interest rate model to use</param>
         /// <param name="tradingDaysPerYear">The number of trading days per year</param>
+        /// <param name="equityForDrawdown">Equity series used only for drawdown calculation</param>
         /// <returns>The algorithm performance</returns>
         private static AlgorithmPerformance GetAlgorithmPerformance(
             DateTime fromDate,
@@ -108,7 +112,8 @@ private static AlgorithmPerformance GetAlgorithmPerformance(
             decimal startingCapital,
             SecurityTransactionManager transactions,
             IRiskFreeInterestRateModel riskFreeInterestRateModel,
-            int tradingDaysPerYear)
+            int tradingDaysPerYear,
+            SortedDictionary<DateTime, decimal> equityForDrawdown = null)
         {
             var periodEquity = new SortedDictionary<DateTime, decimal>(equity.Where(x => x.Key.Date >= fromDate && x.Key.Date < toDate.AddDays(1)).ToDictionary(x => x.Key, y => y.Value));
 
@@ -145,7 +150,7 @@ private static AlgorithmPerformance GetAlgorithmPerformance(
             var runningCapital = equity.Count == periodEquity.Count ? startingCapital : periodEquity.Values.FirstOrDefault();
 
             return new AlgorithmPerformance(periodTrades, periodProfitLoss, periodEquity, portfolioTurnover, listPerformance, listBenchmark,
-                runningCapital, periodWinCount, periodLossCount, riskFreeInterestRateModel, tradingDaysPerYear);
+                runningCapital, periodWinCount, periodLossCount, riskFreeInterestRateModel, tradingDaysPerYear, equityForDrawdown);
         }
 
         /// <summary>
diff --git a/Engine/Results/BacktestingResultHandler.cs b/Engine/Results/BacktestingResultHandler.cs
index 70051f043138..2ba20a18e641 100644
--- a/Engine/Results/BacktestingResultHandler.cs
+++ b/Engine/Results/BacktestingResultHandler.cs
@@ -39,6 +39,7 @@ namespace QuantConnect.Lean.Engine.Results
     public class BacktestingResultHandler : BaseResultsHandler, IResultHandler
     {
         private const double Samples = 4000;
+        private const double DrawdownSamples = 40000;
         private const double MinimumSamplePeriod = 4;
 
         private BacktestNodePacket _job;
@@ -59,6 +60,8 @@ public class BacktestingResultHandler : BaseResultsHandler, IResultHandler
 
         //Processing Time:
         private DateTime _nextSample;
+        private DateTime _nextDrawdownSample;
+        private TimeSpan _drawdownResamplePeriod;
         private string _algorithmId;
         private int _projectId;
 
@@ -460,6 +463,10 @@ public override void SetAlgorithm(IAlgorithm algorithm, decimal startingPortfoli
             ResamplePeriod = TimeSpan.FromMinutes(resampleMinutes);
             Log.Trace("BacktestingResultHandler(): Sample Period Set: " + resampleMinutes.ToStringInvariant("00.00"));
 
+            // Drawdown uses a finer resample period (10x more samples) for more accurate calculation
+            var drawdownResampleMinutes = totalMinutes < MinimumSamplePeriod * DrawdownSamples ? MinimumSamplePeriod : totalMinutes / DrawdownSamples;
+            _drawdownResamplePeriod = TimeSpan.FromMinutes(drawdownResampleMinutes);
+
             ConfigureConsoleTextWriter(algorithm);
         }
 
@@ -738,7 +745,12 @@ public virtual void ProcessSynchronousEvents(bool forceProcess = false)
             // Invalidate the processed days count so it gets recalculated
             _progressMonitor.InvalidateProcessedDays();
 
-            // Update the equity bar
+            // Update the equity bar and sample close for drawdown at finer granularity
+            if (time > _nextDrawdownSample || forceProcess)
+            {
+                _nextDrawdownSample = time.Add(_drawdownResamplePeriod);
+                UpdateAlgorithmEquityForDrawdown(time);
+            }
             UpdateAlgorithmEquity();
 
             if (time > _nextSample || forceProcess)
diff --git a/Engine/Results/BaseResultsHandler.cs b/Engine/Results/BaseResultsHandler.cs
index b7163cf4923a..22bd1d90a0ce 100644
--- a/Engine/Results/BaseResultsHandler.cs
+++ b/Engine/Results/BaseResultsHandler.cs
@@ -58,6 +58,7 @@ public abstract class BaseResultsHandler
         private string _hostName;
 
         private Bar _currentAlgorithmEquity;
+        private readonly List<ISeriesPoint> _equityForDrawdown = new();
 
         private List<ISeriesPoint> _temporaryPerformanceValues;
         private List<ISeriesPoint> _temporaryBenchmarkValues;
@@ -1066,7 +1067,8 @@ protected StatisticsResults GenerateStatisticsResults(Dictionary<string, Chart>
                         statisticsResults = StatisticsBuilder.Generate(trades, profitLoss, equity.Values, performanceValues, benchmarkValues,
                             portfolioTurnover.Values, StartingPortfolioValue, Algorithm.Portfolio.TotalFees, TotalTradesCount(),
                             estimatedStrategyCapacity, AlgorithmCurrencySymbol, Algorithm.Transactions, Algorithm.RiskFreeInterestRateModel,
-                            Algorithm.Settings.TradingDaysPerYear.Value // already set in Brokerage|Backtesting-SetupHandler classes
+                            Algorithm.Settings.TradingDaysPerYear.Value, // already set in Brokerage|Backtesting-SetupHandler classes
+                            _equityForDrawdown.Count > 0 ? _equityForDrawdown : null
                             );
                     }
                     else
@@ -1222,6 +1224,15 @@ protected void UpdateAlgorithmEquity()
             UpdateAlgorithmEquity(CurrentAlgorithmEquity);
         }
 
+        /// <summary>
+        /// Records the current portfolio close value into the drawdown equity series.
+        /// Called at a finer sample rate than the chart equity series.
+        /// </summary>
+        protected void UpdateAlgorithmEquityForDrawdown(DateTime time)
+        {
+            _equityForDrawdown.Add(new ChartPoint(time, CurrentAlgorithmEquity.Close));
+        }
+
         protected virtual void UpdatePortfolioValues(DateTime time, bool force = false)
         {
             _portfolioValue = new ReferenceWrapper<decimal>(Algorithm?.Portfolio.TotalPortfolioValue ?? 0);
diff --git a/Tests/Python/PythonWrapperTests.cs b/Tests/Python/PythonWrapperTests.cs
index be2daf7130f9..dc8cad538022 100644
--- a/Tests/Python/PythonWrapperTests.cs
+++ b/Tests/Python/PythonWrapperTests.cs
@@ -67,7 +67,7 @@ public void SettlementModelPythonWrapperWorks()
                         {"Average Win", "0%"},
                         {"Average Loss", "0%"},
                         {"Compounding Annual Return", "119.460%"},
-                        {"Drawdown", "0%"},
+                        {"Drawdown", "1.000%"},
                         {"Expectancy", "0"},
                         {"Net Profit", "1.010%"},
                         {"Sharpe Ratio", "-5.989"},